Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-30 0.302375 0.329779 0.359458 0.394149 0.433785 0.477901 0.531054
2025-04-06 0.265999 0.300743 0.340391 0.389444 0.449160 0.520366 0.613046
2025-04-13 0.234630 0.272170 0.316656 0.374074 0.447454 0.539874 0.668095
2025-04-20 0.217645 0.258278 0.308085 0.374919 0.464337 0.583098 0.758799
2025-04-27 0.203419 0.246092 0.299937 0.374680 0.478862 0.624158 0.852680
2025-05-04 0.191270 0.235279 0.292230 0.373702 0.491561 0.663572 0.950514
2025-05-11 0.181955 0.227261 0.287277 0.375596 0.507987 0.710018 1.067772
2025-05-18 0.169515 0.214094 0.274165 0.364446 0.503473 0.723074 1.130869
2025-05-25 0.157841 0.201186 0.260430 0.351053 0.493834 0.726182 1.176191
2025-06-01 0.151660 0.195453 0.256345 0.351518 0.505781 0.766424 1.299514
2025-06-08 0.148955 0.194365 0.258742 0.361880 0.534665 0.839967 1.507727
2025-06-15 0.144543 0.190523 0.256755 0.365064 0.551635 0.894267 1.689905
2025-06-22 0.139574 0.185753 0.253293 0.365955 0.565407 0.946143 1.886839
2025-06-29 0.134282 0.180205 0.248268 0.363799 0.573380 0.987770 2.072988
2025-07-06 0.126951 0.171257 0.237469 0.351105 0.560484 0.984021 2.137005
2025-07-13 0.123423 0.167866 0.235161 0.352702 0.574769 1.041026 2.395704
2025-07-20 0.119875 0.164259 0.232275 0.353014 0.586520 1.094500 2.668191
2025-07-27 0.116397 0.160588 0.229061 0.352456 0.596412 1.145484 2.958266
2025-08-03 0.113659 0.157935 0.227339 0.354419 0.611651 1.212477 3.344106
2025-08-10 0.108755 0.151672 0.219348 0.344280 0.600286 1.210061 3.459730
2025-08-17 0.103730 0.145048 0.210482 0.332001 0.583262 1.190466 3.497689
2025-08-24 0.101370 0.142580 0.208471 0.332485 0.594143 1.247689 3.908283
2025-08-31 0.100778 0.142906 0.211171 0.342091 0.626406 1.371514 4.741366